Quantitative Strategist (Emerging Markets) – Vice President

Deutsche Bank; New York (NY); Hybrid; USD 155,000 - 253,000; Full time

Benefits offered by this job

Hybrid work model

Competitive compensation and benefits

Educational resources and retirement

Job summary

Deutsche Bank, based in New York, seeks a Quantitative Strategist (Emerging Markets) to drive automation of pnl and risk processes within a hybrid work model. The role requires collaboration with global Strats teams and stakeholders to migrate risk management to a unified analytics platform, starting with Rates, Credit and FX domains.

The position offers senior VP responsibilities with competitive compensation, strong emphasis on AI-enhanced workflows, and the chance to shape strategic analytics

Qualifications

• Previous experience working within a quantitative analyst position, ideally within an Investment Banking or Financial services company.
• Strong quantitative analytic and modelling understanding with practical pricing and risk management experience especially on exotics modelling on interest rates, credit and FX derivative space.
• Strong understanding of math skills in probability, stochastic calculus, and numerical methods.
• Proven ability to leverage AI tools to enhance productivity, optimize workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs.

Responsibilities

• Implementing the automation of all Pnl processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
• Responsible for developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
• Working in collaboration with Trading, Structuring, Finance, Market Risk, Technology and Operations to support and drive the build-out of strategic analytics platform
• Migrate all businesses risk management and valuation to the single strategic analytics platform, starting with Rates, Credit and Foreign Exchange (FX) Trading

Skills

Quantitative analytics

Exotics modelling

AI tools usage

Programming large-scale systems

Education

Bachelor's/Advanced degree in Computer Science / Mathematics / Financial Engineering / Quantitative Finance

Tools

Python

C++

Job description

Position Overview

Job Title: Quantitative Strategist (Emerging Markets)

Corporate Title: Vice President

Location: New York, NY

Overview

Deutsche Bank’s Global Strategic Analytics combines expertise in quantitative analytics, modeling, pricing, and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office.

The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.

What We Offer You

• A diverse and inclusive environment that embraces change, innovation, and collaboration
• A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
• Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
• Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
• Educational resources, matching gift and volunteer programs

What You’ll Do

• Implementing the automation of all Pnl processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
• Responsible for developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
• Working in collaboration with Trading, Structuring, Finance, Market Risk, Technology and Operations to support and drive the build-out of strategic analytics platform
• Migrate all businesses risk management and valuation to the single strategic analytics platform, starting with Rates, Credit and Foreign Exchange (FX) Trading

How You’ll Lead

• Collaborate with the global Strats team in London, New York, and Asia Pacific
• Build and develop relationships with key stakeholders, both within Strategic Analytics group and beyond
• Contribute to the strategic direction and evolution of the platform

Skills You’ll Need

• Previous experience working within a quantitative analyst position, ideally within an Investment Banking or Financial services company
• Strong quantitative analytic and modelling understanding with practical pricing and risk management experience especially on exotics modelling on interest rates, credit and FX derivative space
• Strong programming skills utilizing languages such as Python or C++ in large-scale environment
• Strong understanding of math skills in probability, stochastic calculus, and numerical methods
• Proven ability to leverage AI tools to enhance productivity, optimize workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs

Skills That Will Help You Excel

• Academic background in Computer Science / Mathematics / Financial Engineering / Quantitative Finance
• Ability to work on both "back end" (analytics/pricing code) as well as "front end" (user-facing application / user interface (UI) code)
• An open mind and aspiration to use, learn, and extend a large codebase designed to solve complex business problems

Expectations

It is the Bank’s expectation that employees hired into this role will work in the New York City office in accordance with the Bank’s hybrid working model.

Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.

The salary range for this position in New York City is $155,000 to $252,500. Actual salaries may be based on a number of factors including, but not limited to, a candidate’s skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.

Deutsche Bank Benefits

At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues. That’s why we are focused on providing benefits and perks that enable our colleagues to live authentically and be their whole selves, at every stage of life. We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home. Click here to learn more!

Learn more about your life at Deutsche Bank through the eyes of our current employees: https://careers.db.com/life

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Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.

We welcome applications from all people and promote a positive, fair and inclusive work environment.

Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status or other characteristics protected by law. Click these links to view "Deutsche Bank’s Equal Opportunity Policy Statement" and the following notices: "EEOC Know Your Rights" ; "Employee Rights and Responsibilities under the Family and Medical Leave Act" ; and "Employee Polygraph Protection Act" .